Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-04 0.452956 0.503096 0.558998 0.626440 0.706270 0.798605 0.914748
2025-05-11 0.401647 0.467481 0.546205 0.648934 0.782018 0.952418 1.193790
2025-05-18 0.351435 0.422378 0.511466 0.634556 0.805365 1.042666 1.414792
2025-05-25 0.310087 0.381589 0.474724 0.609187 0.806282 1.099311 1.601742
2025-06-01 0.286734 0.360674 0.460351 0.610487 0.842861 1.213396 1.913594
2025-06-08 0.275670 0.354492 0.464532 0.637770 0.922088 1.412521 2.453180
2025-06-15 0.260768 0.341136 0.456465 0.644613 0.968786 1.567244 2.979900
2025-06-22 0.244589 0.324303 0.441210 0.637476 0.989474 1.678079 3.467783
2025-06-29 0.231203 0.310332 0.428722 0.632864 1.013247 1.801015 4.063671
2025-07-06 0.215593 0.291835 0.407497 0.610716 0.999875 1.840301 4.447894
2025-07-13 0.209293 0.286930 0.407202 0.624703 1.059409 2.063749 5.618700
2025-07-20 0.203423 0.282186 0.406616 0.637871 1.119658 2.311073 7.177163
2025-07-27 0.195682 0.274337 0.400817 0.641865 1.164020 2.543658 9.098387
2025-08-03 0.188945 0.267625 0.396353 0.647862 1.214583 2.819680 11.889852
2025-08-10 0.178162 0.253699 0.378403 0.625262 1.193373 2.865221 13.339744
2025-08-17 0.167307 0.239100 0.358350 0.596532 1.152701 2.833953 14.199337
2025-08-24 0.161609 0.232706 0.352329 0.595828 1.182450 3.063575 18.274832
2025-08-31 0.160103 0.233160 0.358490 0.621107 1.285423 3.630753 30.156648
2025-09-07 0.156003 0.228969 0.355837 0.627151 1.337993 4.036136 45.239128
2025-09-14 0.150478 0.222041 0.347626 0.620020 1.351580 4.279037 61.918958
2025-09-21 0.145654 0.216089 0.340862 0.615453 1.372151 4.576623 91.172163
2025-09-28 0.139097 0.206836 0.327315 0.594106 1.337540 4.565634 106.794376
2025-10-05 0.137062 0.205414 0.328665 0.607511 1.415420 5.255368 253.390790